Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion
- 1 January 2001
- journal article
- research article
- Published by Elsevier in Statistics & Probability Letters
- Vol. 51 (2) , 197-206
- https://doi.org/10.1016/s0167-7152(00)00157-7
Abstract
No abstract availableThis publication has 6 references indexed in Scilit:
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- An Elementary Approach to a Girsanov Formula and Other Analytical Results on Fractional Brownian MotionsBernoulli, 1999
- On some maximal inequalities for fractional Brownian motionsStatistics & Probability Letters, 1999
- Arbitrage with Fractional Brownian MotionMathematical Finance, 1997
- Stochastic and Multiple Wiener Integrals for Gaussian ProcessesThe Annals of Probability, 1978